开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

pseudonym · 2023年11月28日

关于packeting调整

  1. CFA III
  2. Equity

NO.PZ2023010903000014

问题如下：

For the large-cap US equity portion of Sapphire’s investment portfolio, Cullen believes that there are some existing passive indexed-based funds that track the S&P 500 Index that the foundation should consider. Cullen presents Exhibit 2 to Sapphire’s board.

Exhibit 2 S&P 500 Index Funds

as an indexing technique, the number of holdings in Manager B’s index least likely illustrates:

选项：

A.

reconstituting

B.

packeting

C.

buffering

解释：

Reconstitution involves deleting names that are no longer in the index and adding names that have been approved as new index members. Therefore the holdings of the fund should always be 500.

packeting：portfolio股票数量大于等于benchmark，不会小于benchmark。

如果是调整一部分的话，为什么不会小于benchmark呢？

添加评论
1 个答案

笛子_品职助教 · 2023年11月29日

嗨，努力学习的PZer你好：


如果是调整一部分的话，为什么不会小于benchmark呢？

1只股票，无论是持有10000股，1000股，还是1股，都算1只股票。


举例来说。

A股票有10000股。

现在index调出A股票。

portfolio调出A股票1000股，留了9000股。

A股票还算portfolio里的1只股票，股票个数并没有减少，还有算1只。

----------------------------------------------
努力的时光都是限量版，加油！

  • 1

    回答

  • 2

    关注

  • 238

    浏览
相关问题

NO.PZ2023010903000014 问题如下 For the large-cUS equity portion of Sapphire’s investment portfolio, Cullen believes ththere are some existing passive inxebasefun thtrathe S P 500 Inx ththe fountion shoulconsir. Cullen presents Exhibit 2 to Sapphire’s boarExhibit 2 S P 500 Inx Funinxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.reconstituting B.packeting C.buffering Reconstitution involves leting names thare no longer in the inx anaing names thhave been approvenew inx members. Therefore the holngs of the funshoulalways 500. portfolio跟踪benchmark的3种办法reconstituting、packeting、buffering，具体区别是什么？

2024-08-13 20:41 1 · 回答

NO.PZ2023010903000014 问题如下 For the large-cUS equity portion of Sapphire’s investment portfolio, Cullen believes ththere are some existing passive inxebasefun thtrathe S P 500 Inx ththe fountion shoulconsir. Cullen presents Exhibit 2 to Sapphire’s boarExhibit 2 S P 500 Inx Funinxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.reconstituting B.packeting C.buffering Reconstitution involves leting names thare no longer in the inx anaing names thhave been approvenew inx members. Therefore the holngs of the funshoulalways 500. 请教一下老师，reconstitution的知识点在哪个位置~

2024-07-19 19:16 1 · 回答

NO.PZ2023010903000014 问题如下 For the large-cUS equity portion of Sapphire’s investment portfolio, Cullen believes ththere are some existing passive inxebasefun thtrathe S P 500 Inx ththe fountion shoulconsir. Cullen presents Exhibit 2 to Sapphire’s boarExhibit 2 S P 500 Inx Funinxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.reconstituting B.packeting C.buffering Reconstitution involves leting names thare no longer in the inx anaing names thhave been approvenew inx members. Therefore the holngs of the funshoulalways 500. 请问为什么“packetingportfolio股票数量大于等于benchmark，不会小于benchmark。bufferingportfolio股票数量，可以大于、等于、小于benchmark”？

2024-07-01 09:33 1 · 回答

NO.PZ2023010903000014问题如下 For the large-cUS equity portion of Sapphire’s investment portfolio, Cullen believes ththere are some existing passive inxebasefun thtrathe S P 500 Inx ththe fountion shoulconsir. Cullen presents Exhibit 2 to Sapphire’s boarExhibit 2 S P 500 Inx Funinxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.reconstitutingB.packetingC.buffering Reconstitution involves leting names thare no longer in the inx anaing names thhave been approvenew inx members. Therefore the holngs of the funshoulalways 500. 为什么buffering的股票数可以少于benchmark?大于的情况好理解，比如股票跌出，benchmark的最低要求，但要留在inx里观察一段时间，看看跌出是否偶然现象再踢出，这个就股票数大于benchmark股票数500的情况，但小于是怎样的场景？，对buffering

2024-03-03 09:57 3 · 回答

NO.PZ2023010903000014 问题如下 For the large-cUS equity portion of Sapphire’s investment portfolio, Cullen believes ththere are some existing passive inxebasefun thtrathe S P 500 Inx ththe fountion shoulconsir. Cullen presents Exhibit 2 to Sapphire’s boarExhibit 2 S P 500 Inx Funinxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.reconstituting B.packeting C.buffering Reconstitution involves leting names thare no longer in the inx anaing names thhave been approvenew inx members. Therefore the holngs of the funshoulalways 500. 就是想问问rebalance与Reconstitution 的区别，谢谢

2024-01-19 14:24 1 · 回答